Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.94% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,784 CHF | 33,975 CHF | 98.72% | 98.72% |
12/07/2024 | 2.61% | 0.64 CHF | 0.66 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,306 CHF | 33,554 CHF | 99.38% | 99.38% |
11/07/2024 | 2.31% | 0.66 CHF | 0.68 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 54,739 CHF | 35,012 CHF | 97.04% | 97.04% |
10/07/2024 | 2.45% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,302 CHF | 35,419 CHF | 100.00% | 100.00% |
09/07/2024 | 2.50% | 0.71 CHF | 0.73 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,185 CHF | 35,364 CHF | 100.00% | 100.00% |
08/07/2024 | 2.64% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,702 CHF | 34,460 CHF | 100.00% | 100.00% |
05/07/2024 | 2.96% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 52,962 CHF | 34,096 CHF | 99.62% | 99.62% |
04/07/2024 | 2.77% | 0.67 CHF | 0.69 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 53,551 CHF | 34,410 CHF | 100.00% | 100.00% |
03/07/2024 | 2.81% | 0.68 CHF | 0.70 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,149 CHF | 35,449 CHF | 99.73% | 99.73% |
02/07/2024 | 2.15% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 78,547 | 50,000 | 55,772 CHF | 36,284 CHF | 100.00% | 100.00% |